+145.6%
GIS vs AG
+288.7%
-143.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.7% |
| 7D | +1.5% | +6.0% | -4.4% | +1.4% |
| 30D | +9.2% | -13.5% | +22.7% | +9.4% |
| 3M | -5.4% | -20.7% | +15.3% | -5.1% |
| 6M | +3.4% | -31.5% | +35.0% | +3.9% |
| YTD | -20.5% | -10.1% | -10.3% | -20.7% |
| 1Y | -20.0% | +26.0% | -46.0% | -20.8% |
| 3Y | -38.6% | +228.9% | -267.5% | -41.0% |
| 5Y | -33.1% | +8.7% | -41.8% | -34.6% |
| 10Y | -16.4% | +71.9% | -88.3% | -21.0% |
| All | +145.6% | +288.7% | -143.1% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling